Unfortunately the message speaks truth. To demonstrate: Working in the 3D mode, draw a line; select it and move it a considerable distance to a new location; then use the Parallel Line tool to draw a new line parallel to the first. You'll probably see that the tool will not work properly until you apply Format|Place on WorkPlane to the relocated line.
I'm using 11.2 Pro and tried the parallel line test; it worked fine.
I drew the line whilst in 3D mode, selected it, moved it and got the editing in 3D changes the workplane
message. I then verified that, despite the message, the line appeared to be on the original WP. I then drew the parallel line with no error signalled, selected the original (moved) line again, moved it somewhere else and got the warning message again. Both lines appeared to be on the current WP.
If it actually changed the WP, the warning would be useful, otherwise its wrong. If it just appears to be on the current WP, but isn't really, what WP is it on?
TC21.2 x64 Plat, Bld59
TC16.2 Plat, Bld54.0